Donggyu Kim
Publications by Year
Research Areas
Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis, Stochastic processes and financial applications, Market Dynamics and Volatility, Advanced Graph Theory Research
Most-Cited Works
- → Wetting theory for small droplets on textured solid surfaces(2016)99 cited
- → Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model(2017)69 cited
- → Asymptotic theory for large volatility matrix estimation based on high-frequency financial data(2016)67 cited
- → Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction(2018)58 cited
- → Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data(2016)54 cited
- → Nanoscale control of phonon excitations in graphene(2015)54 cited
- → Volatility analysis with realized GARCH-Itô models(2020)49 cited
- → The effects of neural mobilization on cervical radiculopathy patients’ pain, disability, ROM, and deep flexor endurance(2017)46 cited
- → Graphene-coated meshes for electroactive flow control devices utilizing two antagonistic functions of repellency and permeability(2016)46 cited
- → Surface Modification of Anisotropic Dielectric Elastomer Actuators with Uni- and Bi-axially Wrinkled Carbon Electrodes for Wettability Control(2017)37 cited